I used to love Dane Cook, but he gets kinda tiring nowadays… especially with all those stupid AMVs on Youtube >_>
I fucking love George Carlin, he is such a bastard. There was one of his skits that had me laughing so hard, and I wish I remembered which one it was...
Lewis Black is hilarious... and I usually hate political humor, but he manages to make it funny
Robin Williams... though I've heard his stuff used on Bleach and Naruto amvs, so that got really annoying too...
Not exactly stand-up comedians, but I loved it when Adam Sandler, Chris Farley, Will Ferrell and Christopher Walken were on SNL. Those were some of the greatest skits on that show ever!